商品期权：。锰硅期权隐含波动率较昨日上升近4个百分点，目前处于历史70%-80%分位数水平。

南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 832770 453748 745512 -202616 0.37 -0.1 0 0.53 0 .03 31775 -31387 80703 925 0.48 0.29 1.07 -0 .04 103283 52811 15752 -25512 0.53 -0.05 0.85 0.29 123200 39996 127046 -38234 0.81 -0.31 0.82 -0.17 42946 13011 105469 811 1.00 -0.24 0.84 -0 .01 57657 8327 456296 6974 0.41 0.0 2 0.52 -0 .01 90556 10554 311196 2327 0.76 0.20 0.55 -0 .01 233962 146664 232662 -2066 0.59 -0.41 0.84 0 .07 538733 217620 217678 -124038 1.21 -0.28 1.95 -0 .06 298694 83007 680045 15890 0.65 -0.16 0.49 -0 .01 49575 4900 77031 70 0.27 -0.28 0.45 0 .01 红枣 19582 -9501 79504 2134 0.16 0.0 1 0.20 0 .00 603093 11/7/2024 HV 南华期货 IVIV20HV20110IV/90IV110IV/90IV 20.76% -0.36% 14.79% 0.00% 104.66% 6.77% 5.97% 0. 00% 28.54% 0.0 8% 31.40% 0.00% 89.51% 2.8 3% -2.86% 0. 00% 20.53% -1.03% 17.06% 0.00% 100.52% 3.33% 3.47% -0.01% 19.26% 1.65% 14.41% 0.00% 98.10% 19.88% 4.85% 2% 19.68% 0.1 3% 24.58% 0.00% 75.98% -5. 86% -4.90% 0. 00% 11.02% 1.04% 12.46% 0.01% 72.45% 2.9 7% -1.44% 0. 00% 10.06% -0.1 5% 13.91% 0.00% 61.31% -0. 95% -3.85% 0. 00% 29.44% -0.0 6% 27.18% 0.00% 103.99% 5.07% 2.26% 0. 00% 23.94% 0.5 1% 17.05% 0.00% 87.00% 10.32% 6.89% 1% 11.39% -1.39% 9.62% 0.00% 69.53% 1.7 1% 1.77% -0.01% 15.15% 1.22% 13.24% 0.00% 76.91% 7.79% 1.91% 1% 红枣 33.35% 0.89% 36.05% 0.00% 103.20% -18.80% -2.70% 1% PCR PCR PCR PCR 3093 91 3.48% 2.50% 2289454 775556 1537456 22736 7591 42 -0.30% -0.18% 97320 -81671 109352 -1 0980 3918 102 3.46% 2.05% 246997 116690 111040 28346 8816 132 1.78% 1.27% 709519 192057 680563 12931 9505 27 -0.07% 0.99% 381341 87169 256210 16 07 2225 3 0.14% -0.09% 523433 56901 882426 20888 5845 31 0.46% 0.40% 177428 17905 294021 -7 004 2448 91 4.04% 3.48% 825282 458649 558275 -16571 9914 202 2.80% 2.32% 1235126 351125 627265 23661 14195 315 1.76% 2.90% 510346 132521 531014 20514 8218 76 0.56% 1.34% 86016 25815 131156 - 305 红枣 10385 160 0.39% 1.64% 101985 -48838 97310 13 59 IV IV -2.72% -1.69% -1.47% 1.21% -0.21 0.58% 0.02% 20HV20HV 110IV/90IV 110IV/90IV -9.76%2.82% -8.93%5.99% 9.54% 0.01% 0.00% -0.73% -73.15% 107.73% 0.73% 95.88% 22.73% -1.41% 103.05% 0.00% 33.86% 32.45% -0.01% -4.11% 85.39% 0.00% 26.85% % 22.74% 2.62% 80.49% 0.00% 13.39% 16.01% -0.01% 4.00% 70.32% 0.00% 12.10% 16.10% -0.02% 2.57% 05% -2. 89.39% 0.00% 29.59% 32.16% -0.03% 6.35% 70% -2. 72.52% 0.00% 10.96% 17.31% IV IV 20HV20HV 110IV/90IV 110IV/90IV LPG PTA -1.46% -1.66% 0.02%0.00% 0.00% 51% 6.37% -0.03% -0.02% PVC -0.92% 0.00% 0.00% 0.00% 03% -0.01% 21% -0.04% 玻璃 氧化铝 0.00% 0.00% 0.00% -18.01% 0.06% -0.05% -2.79% .30% 2 82.24% 0.04% 39.42% -1.36% 36.63% 0.01% -13.45% 99.63% 60.35% 0.63% 46.90% 0.00% 2.12% 76.42% 19.23% -0.40% 21.35% 0.00% 5.64% 0.27% - 136.10% 18.30% -0.28% 23.94% 0.00% 1.08% 75% 81.09% 0.00% 13.83% -0.01% 14.91% -0.69% 7.30% - 68.83% 0.00% 17.34% -3.78% 16.65% 0.00% -1.86% 98.77% 16.73% 0.34% 14.87% 0.00% 1.65% 0.44% -1 69.18% 9.21% 0.42% 10.86% 0.48% 86.33% 10.04% 10.52% 0.00% 0.72% .96% 4 95.99% 0.00% 18.17% -0.49% 18.89% 0.00% -1.64% -5.85% 79.33% 0.00% 18.58% 0.24% 16.94% 0.00% -3.92% 2.35% - 99.96% 28.36% 0.24% 24.44% 0.81% 74.28% 18.86% 19.67% 4.32% 96.46% 16.95% 21.27% 0.00% -2.60% 0.68% - 99.22% 0.00% 43.37% 0.13% 40.77% -0.01% 8.69% 6.00% 93.53% 0.00% 26.02% -0.89% 34.71% 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 90363 20615 40257 408 1.25 0.21 0.98 0.23 466587 -673 4 1035626 22222 0.79 0.23 0.33 0.02 LPG 76909 -543 3 8638 -37671 0.88 0.00 0.51 0.13 PTA 371173 30926 527986 2618 1.02 - 0.04 0.57 -0.01 43271 -102 19 78663 521 0.35 0.09 0.78 0.03 94265 -100 11 230258 2989 0.54 -0.18 0.77 0.00 PVC 102301 3734 156180 -56629 0.57 0.02 0.21 -0.02 14579 421 33430 -6939 0.66 0.10 0.67 -0.08 15063 2479 35470 -4423 1.15 - 0.10 0.58 -0.03 39617 -26472 73813 -13412 0.60 0.05 0.61 -0.03 198018 -70066 19737 -104605 1.56 0.42 0.96 0.04 27461 -222 7 40384 223 0.82 -0.26 0.87 -0.05 8113 11 53257 771 0.43 - 0.06 0.65 -0.01 15056 2146 31836 -821 0.70 - 0.08 0.57 -0.02 玻璃 373652 -19785 605183 20887 0.57 0.05 0.88 -0.02 氧化铝 88485 10504 237518 8519 3.27 0.61 4.35 0.17 PCR PCR PCR 南华期货 PCR 154255 21260 111844 -1412 1.37 0.58 1.63 -0.21 376796 24911 371760 12192 1.13 0.24 1.07 -0.10 104063 10633 83756 1103 0.84 0.25 0.85 -0.04 119017 52627 76851 4080 0.71 0.22 1.65 0.00 52815 - 15824 41873 2091 1.03 0.39 1.20 0.04 162413 - 16967 142566 -108032 0.44 -0.05 0.21 -0.01 101648 -32056 60822 -118604 0.58 0.01 0.39 0.00 611.32 -12.74 -2.49% -2.41% 362522 70694 106837 -7342 7699 -81 -3.29% -0 .89% 762301 -89158 309761 -15894 76480 -290 -1.28% -0 .41% 130402 715 3 155120 -10272 21450 490 1.83% 1.71% 250844 102641 221110 17072 25170 215 0.32% -0 .08% 197892 825 3 103475 1186 76850 950 0.99% 3.18% 195694 -121878 231268 5090 12565 10 -0.75% 1.51% 178707 972 96243 -8670 PCR PCR PCR PCR 542.7 10 0.97% 1.53% 157516 45418 22531 1163 1546 29 0.78% 1.37% 1145242 -491964 1217664 -20724 LPG 4428 53 -0.32% 2.85% 80142 -30355 65787 -515 2 PTA 4958 124 1.02% 3.60% 936151 2142 1282476 -57014 18285 160 1.